This article explores the potential for pure market pricing of minimum banking capitalisation ratios. In particular, it reviews the track-record of existing commodities exchanges calculation methods, such as CME’s SPAN system in determining safe capital adequacy buffers. The post follows through from the recent BSCB announcement on minimum tier-one capitalisation requirements.
Tag Archive 'CBOT'
The heat is picking up, sweat dripping from the brow, you enter the ring, the pit, the square and hands are grabbing and flaying at each other. If you’re in Chicago, welcome to the Octagon, if you’re in London, get comfy in the leather ring, but wherever you are, don’t give in to the itch, stay focused and maintain eye-contact at all times.